Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach
Year of publication: |
2013
|
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Authors: | Diebold, Francis X. ; Rudebusch, Glenn D. |
Publisher: |
Princeton, N.J. [u.a.] : Princeton Univ. Press |
Subject: | Zinsstruktur | Yield curve | Öffentliche Anleihe | Public bond | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Theorie | Theory | Zinsertragskurve | Mathematisches Modell |
Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] ; Description [gbv.de] |
Extent: | XVIII, 203 S. graph. Darst. 22 cm |
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Series: | |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Bibliografie enthalten ; Bibliography included |
Language: | English |
Notes: | Includes bibliographical references and index |
ISBN: | 978-0-691-14680-5 |
Source: | ECONIS - Online Catalogue of the ZBW |
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